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I have been having this problem with my cylinder skipping.
I bought my 500 used from a good friend who bought it new.
The first time I took it out, we shot only about 20 rounds or so when it started. I would load all 5 and pull the hammer back every time before firing, and at least once sometimes twice it would dry fire on a spent round before all 5 were shot. This happens after firing 2-3 loads, then almost every load it will skip at least once.

That's an odd one. Skipping after a few loads, and not when you first start firing? I'm sure there are some super-smart people in here, but the best advise you're going to get is going to come from me, and here it is; call Smith and Wesson and ask them. Factory technicians can offer much better troubleshooting tips than any of us here. Well, unless one of us here IS a factory technician. NOT IT!!!! You will, of course be told you should send the gun in or take it to a qualified gunsmith and this is the right answer. Tinkering with a functioning gun to personalize it or improve it is one thing, trying home repairs to get a broken gun working is another.

"I have always been a soldier. I have known no other life. The calling of arms, I have followed from boyhood. I have never sought another." From The Virtues of War, by Steven Pressfield.